I don't know why you have to choose between the two. Maybe pray for the member who asked you this. As long as the soccer group is moral and not doing anything against Catholic teaching, it should be fine I would think. I would also suggest you talk to your priest in a private conversation about this situation.
However, if for some reason, the group came to you and said, "be a member of us or the Church", I hope you would choose the Church.
No MLS for me really, Premier League and UEFA.